Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSQRX (GOLDMAN SACHS SMALL CAP VALUE FUND CLASS R) | 1.21% | 1.56% | -0.40% | 2.21% | 1.11% | 6.06% | NA | 3.45% |
Data as of 07/18/2025, AR inception is 12/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSQRX (GOLDMAN SACHS SMALL CAP VALUE FUND CLASS R) | 12/06/2007 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.64 | 1.56 | -0.40 | 2.21 | 1.11 | 6.06 | NA | 3.45 | 1.21 | -13.74 | 6.47 | -29.35 | 1.09 | 1.42 | 22.46 | -14.59 | 11.18 | 24.28 | -6.00 | 6.60 | 37.91 | 15.76 | 0.20 | 25.55 | 27.51 | -27.36 | -20.73 |
| Sharpe Ratio | NA | -0.07 | -0.16 | 0.00 | -0.02 | NA | NA | 0.09 | -0.03 | -0.70 | 0.11 | -1.01 | 0.03 | 0.03 | 1.42 | -1.00 | 0.87 | 1.46 | -0.39 | 0.47 | 2.82 | 1.04 | 0.01 | 1.10 | 0.79 | -0.64 | -1.20 |
| Standard Deviation(%) | NA | 23.56 | 23.89 | 25.84 | 24.72 | NA | NA | 25.95 | 25.24 | 29.22 | 19.56 | 30.63 | 31.70 | 44.92 | 14.81 | 15.97 | 12.22 | 16.54 | 15.40 | 13.87 | 13.45 | 15.17 | 30.68 | 23.24 | 34.68 | 43.87 | 82.60 |
| Draw Down(%) | NA | 25.49 | 31.37 | 50.29 | 50.29 | NA | NA | 59.15 | 21.68 | 27.55 | 17.92 | 32.14 | 27.46 | 45.80 | 9.76 | 24.31 | 6.03 | 13.75 | 13.98 | 10.95 | 5.48 | 11.52 | 26.79 | 19.64 | 30.19 | 45.92 | 23.37 |
| Yield(%) | 0.00 | 20.81 | 6.94 | 4.70 | 5.20 | 8.51 | 4.69 | 5.51 | 0.00 | 22.26 | 0.62 | 0.17 | 0.00 | 0.00 | 5.25 | 10.53 | 11.43 | 4.12 | 4.74 | 8.40 | 11.67 | 6.89 | 1.80 | 0.25 | 0.97 | 0.18 | 0.00 |
Data as of 07/18/2025, AR inception is 12/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSQRX (GOLDMAN SACHS SMALL CAP VALUE FUND CLASS R) |
-15.17%
Apr 2021 - Apr 2024 |
-7.13%
May 2018 - May 2023 |
-0.02%
Apr 2015 - Apr 2025 |
3.89%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSQRX (GOLDMAN SACHS SMALL CAP VALUE FUND CLASS R) |
29.32%
Feb 2009 - Feb 2012 |
26.30%
Feb 2009 - Feb 2014 |
15.80%
Feb 2009 - Feb 2019 |
8.65%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart